Vista - Another Infection?

Am I infected, say if I click on a site and then a pop up comes up saying "Warning! blah blah blah" and then when I close it, the site looks like any old folder on my computer with my C drive and other stuff listed, and looks like it's running a scan saying I'm infected? I x out of this crap and everything is fine afterwards. I've been noticing I've been getting these RANDOMLY, even though I have symantec antivirus on. Is this normal or does it mean I'm getting infected/got infected (just talking about the scenario where that pop up and fake folder scan shows up after clicking on a link)?

YES!!! Run MSE (Microsoft Security Essentials), if not download it in safe mode and run it in safe mode. It will find infection or infections and clean it for you.